Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.58 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 48249.14 Kr¶

Max Equity ever reached: ------------> 52072.52 Kr¶

Portfolio value: --------------------------> 46048.72 Kr¶

PnL: ---------------------------------------> -2173.53 Kr¶

DD now: ---------------------------------> -7.342 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-03-13 15:54:42.502382'

Anic Portfolio¶

This Week¶

Return: -0.512 %¶

Total¶

Return: 57.869 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Sivers Semiconductors 90 -9.660000 824.400000 126.400000 18.110000 698.000040
Nordisk Bergteknik B 130 -2.110000 4212.000000 48.000000 1.150000 4163.999970
VBG GROUP B 4 -3.860000 648.000000 40.000000 6.580000 608.000000
Tobii Dynavox 109 -1.430000 2750.620000 28.620000 1.050000 2721.999993
Stillfront Group 38 -2.850000 705.090000 19.090000 2.780000 686.000016
Vitec Software Group B 1 -1.650000 495.200000 10.200000 2.100000 485.000000
MEKO 13 -1.960000 1563.900000 9.900000 0.640000 1554.000006
Tietoevry 2 -2.300000 646.400000 8.400000 1.320000 638.000000
G5 Entertainment 3 -0.730000 570.600000 -1.400000 -0.240000 572.000001
Mycronic 3 -2.610000 650.400000 -1.600000 -0.250000 651.999999
SKF A 3 -4.650000 585.000000 -8.000000 -1.350000 593.000001
SKF B 3 -4.760000 585.450000 -10.550000 -1.770000 596.000001
ASSA ABLOY B 2 -1.760000 501.600000 -12.400000 -2.410000 514.000000
Embracer Group B 14 -5.480000 671.440000 -17.560000 -2.550000 689.000004
Avanza Bank Holding 2 -3.830000 492.600000 -18.400000 -3.600000 511.000000
Addnode Group B 6 -3.530000 688.800000 -20.200000 -2.850000 709.000002
Husqvarna A 7 -3.870000 608.300000 -24.700000 -3.900000 632.999997
ACQ Bure SPAC 36 -0.410000 3463.200000 -26.800000 -0.770000 3489.999984
ITAB Shop Concept 56 -4.530000 660.800000 -30.200000 -4.370000 691.000016
Fastighetsbolag. Emilshus Pref 21 -3.250000 531.300000 -30.700000 -5.460000 562.000005
Rejlers B 6 -2.270000 930.000000 -32.000000 -3.330000 961.999998
Husqvarna B 7 -4.160000 606.900000 -33.100000 -5.170000 639.999997
Loomis 6 -2.840000 2008.800000 -34.200000 -1.670000 2043.000000
Arion Banki SDB 61 -1.460000 660.020000 -36.980000 -5.310000 697.000030
Lagercrantz Group B 5 -1.730000 569.000000 -38.000000 -6.260000 607.000000
Collector Bank 29 -6.230000 1192.190000 -41.810000 -3.390000 1233.999996
Swedbank A 3 -3.640000 575.400000 -42.600000 -6.890000 618.000000
Norva24 Group 12 -1.960000 360.720000 -46.530000 -11.430000 407.250000
Dustin Group 18 -4.550000 611.280000 -58.720000 -8.760000 669.999996
Mips 1 -2.770000 470.200000 -58.800000 -11.120000 529.000000
AFRY 3 -3.820000 513.900000 -81.100000 -13.630000 594.999999
Nordea Bank Abp 30 -4.530000 3681.000000 -82.000000 -2.180000 3762.999990
Viaplay Group B 4 -6.220000 940.400000 -96.600000 -9.320000 1037.000000
RVRC Holding 17 -3.470000 548.420000 -134.580000 -19.700000 683.000007
Beijer Alma B 9 -2.420000 1818.000000 -136.000000 -6.960000 1953.999999
Fastighetsbolaget Emilshus B 23 -1.230000 533.600000 -161.400000 -23.220000 694.999993
Fasadgruppen Group 38 0.780000 3914.000000 -276.000000 -6.590000 4190.000004
Alimak Group 11 -0.160000 694.100000 -298.900000 -30.100000 992.999997
Camurus 16 -3.410000 3539.200000 -598.800000 -14.470000 4138.000000
TOTAL 46022.230000 -2200.020000 -7.39286% 48222.250041

Updated:¶

'2023-03-13 15:53:45.456951'
None

Last optimization/rebalancing:¶

'2023-02-12'

Next optimization/rebalancing:¶

'2023-03-24'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶